I am having the same problem. I have tried several videos using IE 9. Note that this has worked fine in the past. I had downloaded just a month ago but now no dice.
I've had no luck with any video captureing off the web.
I just posted these two links and clicked on them on this page, and the 1st video came up in Roxio.
The video won't load directly when on YouTube. What the heck ??